-66.3%
TIGR vs SPY
+79.8%
-146.0%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -1.6% |
| 7D | -3.4% | -2.0% | -1.4% | -0.2% |
| 30D | +3.2% | -1.7% | +4.8% | +5.9% |
| 3M | +1.4% | +4.7% | -3.3% | -6.5% |
| 6M | -37.0% | +12.5% | -49.5% | -47.9% |
| YTD | -48.7% | +11.7% | -60.5% | -57.0% |
| 1Y | -56.2% | +17.5% | -73.7% | -65.8% |
| 3Y | -4.1% | +76.6% | -80.7% | -61.4% |
| 5Y | -66.3% | +82.0% | -148.3% | -85.3% |
| All | -66.3% | +79.8% | -146.0% | -85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling